+157.6%
HPQ vs HST
+143.2%
+14.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -5.9% | +14.5% | -20.4% | -11.5% |
| 3M | -3.7% | +15.4% | -19.1% | -9.9% |
| 6M | +28.1% | +22.0% | +6.1% | +16.4% |
| YTD | +32.5% | +54.9% | -22.4% | +7.7% |
| 1Y | +18.1% | +54.0% | -35.9% | -3.9% |
| 3Y | +16.4% | +90.4% | -74.0% | -14.6% |
| 5Y | +8.9% | +84.2% | -75.4% | -21.0% |
| 10Y | +157.6% | +144.6% | +13.0% | +53.2% |
| All | +157.6% | +143.2% | +14.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling